Kalman Filter as Recursive Bayesian Estimation

This is a step by step tutorial from histogram filters to N dimensional Kalman Filters.

It is based on the excelent Udacity course given by Sebastian Thrun:

It covers:

Name		Name	Last commit message	Last commit date
Latest commit History 63 Commits
.ipynb_checkpoints		.ipynb_checkpoints
__pycache__		__pycache__
images		images
pdfs		pdfs
.DS_Store		.DS_Store
1_Histogram Filters.html		1_Histogram Filters.html
1_Histogram Filters.ipynb		1_Histogram Filters.ipynb
2_Additive noise Histogram Filters.ipynb		2_Additive noise Histogram Filters.ipynb
3_One dimensional Kalman filter.ipynb		3_One dimensional Kalman filter.ipynb
4_Two dimensional Kalman filter.html		4_Two dimensional Kalman filter.html
4_Two dimensional Kalman filter.ipynb		4_Two dimensional Kalman filter.ipynb
README.md		README.md
draw_hmm.py		draw_hmm.py
histogram_filters.py		histogram_filters.py
kalman.py		kalman.py
kalman1d.py		kalman1d.py
kalman_vect.py		kalman_vect.py
robot_room.py		robot_room.py

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